Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,381.00 |
5,394.50 |
13.50 |
0.3% |
5,369.00 |
High |
5,396.50 |
5,396.75 |
0.25 |
0.0% |
5,395.25 |
Low |
5,371.75 |
5,360.00 |
-11.75 |
-0.2% |
5,333.75 |
Close |
5,395.50 |
5,381.50 |
-14.00 |
-0.3% |
5,382.00 |
Range |
24.75 |
36.75 |
12.00 |
48.5% |
61.50 |
ATR |
37.27 |
37.23 |
-0.04 |
-0.1% |
0.00 |
Volume |
85,360 |
92,067 |
6,707 |
7.9% |
978,114 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,489.75 |
5,472.25 |
5,401.75 |
|
R3 |
5,453.00 |
5,435.50 |
5,391.50 |
|
R2 |
5,416.25 |
5,416.25 |
5,388.25 |
|
R1 |
5,398.75 |
5,398.75 |
5,384.75 |
5,389.00 |
PP |
5,379.50 |
5,379.50 |
5,379.50 |
5,374.50 |
S1 |
5,362.00 |
5,362.00 |
5,378.25 |
5,352.50 |
S2 |
5,342.75 |
5,342.75 |
5,374.75 |
|
S3 |
5,306.00 |
5,325.25 |
5,371.50 |
|
S4 |
5,269.25 |
5,288.50 |
5,361.25 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,554.75 |
5,530.00 |
5,415.75 |
|
R3 |
5,493.25 |
5,468.50 |
5,399.00 |
|
R2 |
5,431.75 |
5,431.75 |
5,393.25 |
|
R1 |
5,407.00 |
5,407.00 |
5,387.75 |
5,419.50 |
PP |
5,370.25 |
5,370.25 |
5,370.25 |
5,376.50 |
S1 |
5,345.50 |
5,345.50 |
5,376.25 |
5,358.00 |
S2 |
5,308.75 |
5,308.75 |
5,370.75 |
|
S3 |
5,247.25 |
5,284.00 |
5,365.00 |
|
S4 |
5,185.75 |
5,222.50 |
5,348.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,396.75 |
5,333.75 |
63.00 |
1.2% |
34.75 |
0.6% |
76% |
True |
False |
161,604 |
10 |
5,400.00 |
5,332.00 |
68.00 |
1.3% |
37.75 |
0.7% |
73% |
False |
False |
178,005 |
20 |
5,400.00 |
5,239.75 |
160.25 |
3.0% |
37.25 |
0.7% |
88% |
False |
False |
180,972 |
40 |
5,400.00 |
5,025.00 |
375.00 |
7.0% |
37.00 |
0.7% |
95% |
False |
False |
179,617 |
60 |
5,400.00 |
4,850.00 |
550.00 |
10.2% |
39.25 |
0.7% |
97% |
False |
False |
171,870 |
80 |
5,400.00 |
4,700.50 |
699.50 |
13.0% |
43.50 |
0.8% |
97% |
False |
False |
142,272 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
50.50 |
0.9% |
98% |
False |
False |
113,935 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
50.25 |
0.9% |
98% |
False |
False |
94,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,553.00 |
2.618 |
5,493.00 |
1.618 |
5,456.25 |
1.000 |
5,433.50 |
0.618 |
5,419.50 |
HIGH |
5,396.75 |
0.618 |
5,382.75 |
0.500 |
5,378.50 |
0.382 |
5,374.00 |
LOW |
5,360.00 |
0.618 |
5,337.25 |
1.000 |
5,323.25 |
1.618 |
5,300.50 |
2.618 |
5,263.75 |
4.250 |
5,203.75 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,380.50 |
5,380.50 |
PP |
5,379.50 |
5,379.50 |
S1 |
5,378.50 |
5,378.50 |
|